Geodesic
New Monte Carlo methods for solving boundary value problems
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 1 (1998) no. 1, pp. 67-76.

Voir la notice de l'article provenant de la source Math-Net.Ru

The article contains a survey of new Monte Carlo methods presented in recently published papers [2–9]. They are related to solving the Dirichlet problem with complex parameters, the mixed problem to a parabolic equation, a main eigenvalue estimation problem and similar problems with stochastic parameters. Besides, the effective method of improving random number generators by the modulo one summation is presented. There are used references only to papers [1–9], in which the detailed bibliography is considered. 
@article{SJVM_1998_1_1_a5,
     author = {G. A. Mikhailov},
     title = {New {Monte} {Carlo} methods for solving boundary value problems},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {67--76},
     publisher = {mathdoc},
     volume = {1},
     number = {1},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a5/}
}
TY  - JOUR
AU  - G. A. Mikhailov
TI  - New Monte Carlo methods for solving boundary value problems
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 1998
SP  - 67
EP  - 76
VL  - 1
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a5/
LA  - en
ID  - SJVM_1998_1_1_a5
ER  - 
%0 Journal Article
%A G. A. Mikhailov
%T New Monte Carlo methods for solving boundary value problems
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 1998
%P 67-76
%V 1
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a5/
%G en
%F SJVM_1998_1_1_a5
G. A. Mikhailov. New Monte Carlo methods for solving boundary value problems. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 1 (1998) no. 1, pp. 67-76. http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a5/

[1] Mikhailov G. A., New Monte Carlo Methods with Estimating Derivatives, VSP, Utrecht-Tokyo, 1995 | MR | Zbl

[2] Elepov B. S., Mikhailov G. A., “To the theory of the estimators of Monte Carlo method which are connected with a random walk on spheres”, Sib. Math. J., 36:3 (1995), 543–550 (in Russian) | DOI | MR | Zbl

[3] Mikhailov G. A., Men'shchikov B. V., “Solving boundary value problems with complex parameters by Monte Carlo method”, Sib. Math. J., 37:4 (1996), 881–888 (in Russian) | DOI | MR | Zbl

[4] Mikhailov G. A., Makarov R. N., “Solution to the boundary value problems of the second and third kinds by Monte Carlo methods”, Sib. Math. J., 38:3 (1997), 604–614 (in Russian) | DOI | MR

[5] Mikhailov G. A., “Monte Carlo methods for solving the vector and stochastic Helmholtz equations”, Sib. Math. J., 36:3 (1995), 602–610 (in Russian) | DOI | MR

[6] Mikhailov G. A., Cheshkova A. F., “Solving the difference Dirichlet problem for the multidimensional Helmholtz equation by Monte Carlo method”, Zh. Vychisl. Matem. i Matem. Fiz., 38:1 (1998) (to appear) (in Russian) | Zbl

[7] Lotova G. Z., Mikhailov G. A., “Critical values of parameters of the particle transfer process with multiplication in stochastic medium”, Russ. J. of Numer. Anal. and Math. Model., 12:5 (1997), 401–420 | MR

[8] Mikhailov G. A., Serednjakov A. S., “Use of the averaged estimates of Monte Carlo method for the study of the effect of medium stochasticity on the radiation transfer process”, Russ. J. of Numer. Anal. and Math. Model., 11:6 (1996), 517–527 | DOI | MR | Zbl

[9] Antipov M. V., Mikhailov G. A., “On the improvement in random number generators by using a modulo 1 sum”, Russ. J. of Numer. Anal. and Math. Model., 11:6 (1996), 93–111 | DOI | MR | Zbl